nocurl
Constraint-Free Structure Learning with Smooth Acyclic Orientations
Massidda, Riccardo, Landolfi, Francesco, Cinquini, Martina, Bacciu, Davide
The structure learning problem consists of fitting data generated by a Directed Acyclic Graph (DAG) to correctly reconstruct its arcs. In this context, differentiable approaches constrain or regularize the optimization problem using a continuous relaxation of the acyclicity property. The computational cost of evaluating graph acyclicity is cubic on the number of nodes and significantly affects scalability. In this paper we introduce COSMO, a constraint-free continuous optimization scheme for acyclic structure learning. At the core of our method, we define a differentiable approximation of an orientation matrix parameterized by a single priority vector. Differently from previous work, our parameterization fits a smooth orientation matrix and the resulting acyclic adjacency matrix without evaluating acyclicity at any step. Despite the absence of explicit constraints, we prove that COSMO always converges to an acyclic solution. In addition to being asymptotically faster, our empirical analysis highlights how COSMO performance on graph reconstruction compares favorably with competing structure learning methods.
DAGs with No Curl: An Efficient DAG Structure Learning Approach
Yu, Yue, Gao, Tian, Yin, Naiyu, Ji, Qiang
Recently directed acyclic graph (DAG) structure learning is formulated as a constrained continuous optimization problem with continuous acyclicity constraints and was solved iteratively through subproblem optimization. To further improve efficiency, we propose a novel learning framework to model and learn the weighted adjacency matrices in the DAG space directly. Specifically, we first show that the set of weighted adjacency matrices of DAGs are equivalent to the set of weighted gradients of graph potential functions, and one may perform structure learning by searching in this equivalent set of DAGs. To instantiate this idea, we propose a new algorithm, DAG-NoCurl, which solves the optimization problem efficiently with a two-step procedure: 1) first we find an initial cyclic solution to the optimization problem, and 2) then we employ the Hodge decomposition of graphs and learn an acyclic graph by projecting the cyclic graph to the gradient of a potential function. Experimental studies on benchmark datasets demonstrate that our method provides comparable accuracy but better efficiency than baseline DAG structure learning methods on both linear and generalized structural equation models, often by more than one order of magnitude.